Protein purification via affinity chromatography is based on the binding affinities between different molecules. During purification, target protein tagged with a short peptide binds to the ligand, which is usually coupled to resin, while unwanted proteins without tag do not bind and can be washed away.
The resin can consist of agarose or magnetic beads. Both come in suspension form. Alternatively, agarose beads can also be pre-packed in cartridges, gravity or spin columns. Which format works best for your application depends either on the yield you require or on the initial sample volume.